+25.8%
IR vs EPAM
-31.1%
+56.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +20.6% | -23.4% | -5.3% |
| 7D | +2.3% | +23.0% | -20.7% | -0.7% |
| 30D | +3.3% | +51.6% | -48.3% | -2.9% |
| 3M | -9.0% | +50.8% | -59.8% | -14.9% |
| 6M | +8.0% | +51.1% | -43.1% | +0.8% |
| YTD | +3.4% | -19.1% | +22.5% | +7.5% |
| 1Y | +4.5% | +3.0% | +1.5% | +2.6% |
| All | +25.8% | -31.1% | +56.9% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling